On a goodness of fit test for the Cauchy distribution

2016/11/18 by Taufer, Emanuele
#62G10 #FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1611.06129

Abstract

The paper discusses a test for the hypothesis that a random sample comes from the Cauchy distribution. The test statistics is derived from a characterization and is based on the characteristic function. Properties of the test are discussed and its performance measured by simulations. The test presented turns out to be extremely powerful in a wide range of alternatives.

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